Euclidean Quantum Mechanics and Universal Nonlinear Filtering
An important problem in applied science is the continuous nonlinear filtering problem, i.e., the estimation of a Langevin state that is observed indirectly. In this paper, it is shown that Euclidean quantum mechanics is closely related to the continuous nonlinear filtering problem. The key is the co...
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| Format: | Article |
| Language: | English |
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MDPI AG
2009-02-01
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| Series: | Entropy |
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| Online Access: | http://www.mdpi.com/1099-4300/11/1/42/ |